+2,486.9%
VRT vs MTZ
+414.2%
+2,072.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +1.7% |
| 7D | -8.4% | +1.4% | -9.7% | -8.8% |
| 30D | -10.9% | -14.5% | +3.6% | -3.1% |
| 3M | -13.7% | -32.9% | +19.3% | +4.5% |
| 6M | -4.1% | -20.8% | +16.7% | +7.0% |
| YTD | +58.7% | +10.6% | +48.1% | +49.5% |
| 1Y | +89.6% | +27.1% | +62.5% | +67.3% |
| 3Y | +558.1% | +166.1% | +392.0% | +337.3% |
| 5Y | +953.0% | +170.7% | +782.3% | +577.4% |
| All | +2,486.9% | +414.2% | +2,072.6% | +989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling